Risk management in credit portfolios. Concentration risk and Basel II.

DOI10.1007/978-3-7908-2607-4zbMATH Open1210.91003OpenAlexW2477312442MaRDI QIDQ986609FDOQ986609

Authors: Martin Hibbeln 

Publication date: 11 August 2010

Published in: Contributions to Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-7908-2607-4

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• scientific article; zbMATH DE number 5723836

zbMATH Keywords

risk managementconcentration riskBasel IIcredit portfolios

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

Cited In (6)

• Single-name concentration risk measurements in credit portfolios
• How to measure single-name credit risk concentrations
• Credit Risk Management
• Title not available (Why is that?)
• Title not available (Why is that?)
• Concentration Risk in Credit Portfolios

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